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Equivalent Risk Indicators: VaR, TCE, and Beyond.
- Published in:
- Risks, 2022, v. 10, n. 8, p. 142, doi. 10.3390/risks10080142
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- Article
On the Diversification of Fixed Income Assets.
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- Risks, 2022, v. 10, n. 2, p. 31, doi. 10.3390/risks10020031
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- Publication type:
- Article
ON SURRENDER AND DEFAULT RISKS.
- Published in:
- Mathematical Finance, 2013, v. 23, n. 1, p. 143, doi. 10.1111/j.1467-9965.2011.00487.x
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- Article
Efficient portfolios and extreme risks: a Pareto–Dirichlet approach.
- Published in:
- Annals of Operations Research, 2024, v. 335, n. 1, p. 261, doi. 10.1007/s10479-023-05507-y
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- Article
Structural Pricing of CoCos and Deposit Insurance with Regime Switching and Jumps.
- Published in:
- Asia-Pacific Financial Markets, 2020, v. 27, n. 4, p. 477, doi. 10.1007/s10690-020-09304-6
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- Article
Correction to: Some Further Results on the Tempered Multistable Approach.
- Published in:
- 2019
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- Publication type:
- Correction Notice
Some Further Results on the Tempered Multistable Approach.
- Published in:
- Asia-Pacific Financial Markets, 2018, v. 25, n. 2, p. 87, doi. 10.1007/s10690-018-9240-y
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- Article
Performance Regularity: A New Class of Executive Compensation Packages.
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- Asia-Pacific Financial Markets, 2012, v. 19, n. 4, p. 353, doi. 10.1007/s10690-012-9153-0
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- Publication type:
- Article
Risk-neutral and actual default probabilities with an endogenous bankruptcy jump-diffusion model.
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- Asia-Pacific Financial Markets, 2006, v. 13, n. 1, p. 11, doi. 10.1007/s10690-007-9033-1
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- Article
Measure Changes in Finance.
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- Finance India, 2004, v. 18, n. 1, p. 611
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- Article
A New Procedure for Pricing Parisian Options.
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- Journal of Derivatives, 2005, v. 12, n. 4, p. 45, doi. 10.3905/jod.2005.517185
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- Article
Utility-Consistent Valuation Schemes for the Own Risk and Solvency Assessment of Life Insurance Companies.
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- Asia-Pacific Journal of Risk & Insurance, 2021, v. 15, n. 1, p. 1, doi. 10.1515/apjri-2019-0047
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- Publication type:
- Article
Asset Risk Management of Participating Contracts.
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- Asia-Pacific Journal of Risk & Insurance, 2012, v. 6, n. 2, p. -1, doi. 10.1515/2153-3792.1121
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- Article